Fill your fryer or pot with at least 1 inch deep of canola oil. Heat to 375 degrees F.
In a saute pan melt butter over medium high heat. Add the pepper strips and onions and cook until soft and tender (about 5 minutes), then toss in the steak and garlic powder, stir to combine. Remove from heat and let cool to room temperature.
Once cool, place an egg roll wrapper on a clean dry surface and brush all the edges with the lightly beaten egg. Place a couple strips of the steak, pepper and onions and an angle in the center of the wrapper and top with half of a slice of provolone cheese. Fold the bottom corner of the wrapper over the filling then fold in the right side and left side. Roll towards the remaining corner and seal closed.
Repeat with remaining egg roll wrappers and filling.
Place two to three egg rolls in the hot oil at a time. Cook and turn for 3 to 5 minutes or until all sides are golden brown. Drain on paper towel lined plate.
For the Sauce:
Combine the sauce ingredients in a small bowl and whisk till combined. Add more horseradish if you want it with more of a kick.